Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Economic Hedges (Details)

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Derivatives - Economic Hedges (Details) (USD $)
In Millions, unless otherwise specified
 3 Months Ended 9 Months Ended
Sep. 30, 2013
Sep. 30, 2012
Sep. 30, 2013
Sep. 30, 2012
Derivative [Line Items]        
Gain (Loss) On Derivative Instrument, Interest Rate Lock Commitments On Loans Held For Sale $ 228 $ 1,000 $ 767 $ 2,400
Summary of Derivative Instruments by Risk Exposure [Abstract]        
Price risk on mortgage banking production income (203) [1],[2] 850 [1],[2] 687 [1],[2] 2,240 [1],[2]
Market-related Risk on Mortgage Banking Servicing Income 44 [1] 822 [1] (937) [1] 1,970 [1]
Credit risk on loans (16) [3] (32) [3] (23) [3] (70) [3]
Interest rate and foreign currency risk on long-term debt and other foreign exchange transactions 1,195 [4] (309) [4] 1,703 [4] (987) [4]
Price Risk on Restricted Stock Awards 192 [5] 142 [5] 432 [5] 392 [5]
Other (4) 16 (15) 105
Gain Loss On Economic Hedges $ 1,208 $ 1,489 $ 1,847 $ 3,650
[1] Net gains on these derivatives are recorded in mortgage banking income.
[2] Includes net gains on interest rate lock commitments related to the origination of mortgage loans that are held-for-sale, which are considered derivative instruments, of $228 million and $767 million for the three and nine months ended September 30, 2013 compared to $1.0 billion and $2.4 billion for the same periods in 2012.
[3] Net gains (losses) on these derivatives are recorded in other income (loss).
[4] The balance is primarily related to hedges of debt securities carried at fair value and hedges of foreign currency-denominated debt. Results from these items are recorded in other income (loss). The offsetting mark-to-market, while not included in the table above, is also recorded in other income (loss).
[5] Gains (losses) on these derivatives are recorded in personnel expense.